Efthymios (Themis) Pavlidis
Efthymios (Themis) Pavlidis
Department of Economics, Lancaster University
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Episodes of exuberance in housing markets: in search of the smoking gun
E Pavlidis, A Yusupova, I Paya, D Peel, E Martínez-García, A Mack, ...
The Journal of Real Estate Finance and Economics 53, 419-449, 2016
Testing for speculative bubbles using spot and forward prices
EG Pavlidis, I Paya, DA Peel
International Economic Review 58 (4), 1191-1226, 2017
Using market expectations to test for speculative bubbles in the crude oil market
EG Pavlidis, I Paya, DA Peel
Journal of Money, Credit and Banking 50 (5), 833-856, 2018
exuber: Recursive right-tailed unit root testing with R
K Vasilopoulos, E Pavlidis, E Martínez-García
Journal of Statistical Software 103, 1-26, 2022
Detecting periods of exuberance: A look at the role of aggregation with an application to house prices
E Pavlidis, E Martinez-Garcia, V Grossman
Economic Modelling 80, 87-102, 2019
Bubbles in House Prices and their Impact on Consumption: Evidence for the US
E Pavlidis, I Paya, D Peel, A Spiru
Lancaster University Management School Working Paper, 2009
Specifying smooth transition regression models in the presence of conditional heteroskedasticity of unknown form
EG Pavlidis, I Paya, DA Peel
Studies in Nonlinear Dynamics & Econometrics 14 (3), 2010
Testing for linear and nonlinear Granger causality in the real exchange rate–consumption relation
EG Pavlidis, I Paya, DA Peel
Economics Letters 132, 13-17, 2015
Real exchange rates and time-varying trade costs
EG Pavlidis, I Paya, DA Peel
Journal of International Money and Finance 30 (6), 1157-1179, 2011
The econometrics of exchange rates
EG Pavlidis, I Paya, DA Peel
Palgrave Handbook of Econometrics: Volume 2: Applied Econometrics, 1025-1083, 2009
Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study
EG Pavlidis, I Paya, DA Peel
Studies in Nonlinear Dynamics and Econometrics 17 (3), 297-312, 2013
Computational intelligence algorithms for risk-adjusted trading strategies
NG Pavlidis, EG Pavlidis, MG Epitropakis, VP Plagianakos, MN Vrahatis
2007 IEEE Congress on Evolutionary Computation, 540-547, 2007
Dynamic linear models with adaptive discounting
A Yusupova, NG Pavlidis, EG Pavlidis
International Journal of Forecasting 39 (4), 1925-1944, 2023
Speculative bubbles in segmented markets: Evidence from Chinese cross-listed stocks
EG Pavlidis, K Vasilopoulos
Journal of International Money and Finance 109, 102222, 2020
House prices,(un) affordability and systemic risk
E Pavlidis, I Paya, A Skouralis
New Zealand Economic Papers 55 (1), 105-123, 2021
Exuberance in the UK Regional housing markets
A Yusupova, E Pavlidis, I Paya, D Peel
Lancaster University Management School, 2017
Forecast Evaluation of Nonlinear Models: The Case of Long‐Span Real Exchange Rates
EG Pavlidis, I Paya, DA Peel
Journal of Forecasting 31 (7), 580-595, 2012
UK housing price uncertainty index (HPU)
A Yusupova, EG Pavlidis, I Paya, DA Peel
UK Housing Observatory, Department of Economics, Lancaster University …, 2020
Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule
ADM Nguyen, EG Pavlidis, DA Peel
Studies in Nonlinear Dynamics & Econometrics 22 (5), 20170092, 2018
Linearity testing in the presence of heteroskedasticity
E Pavlidis, I Paya, DA Peel
ESRC Seminar Series: Nonlinear Economics and Finance Research Community, 2007
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